NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 95.24 94.24 -1.00 -1.0% 93.66
High 96.17 94.64 -1.53 -1.6% 96.55
Low 93.29 93.03 -0.26 -0.3% 92.83
Close 94.00 93.16 -0.84 -0.9% 94.00
Range 2.88 1.61 -1.27 -44.1% 3.72
ATR 1.91 1.89 -0.02 -1.1% 0.00
Volume 63,213 71,659 8,446 13.4% 511,400
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 98.44 97.41 94.05
R3 96.83 95.80 93.60
R2 95.22 95.22 93.46
R1 94.19 94.19 93.31 93.90
PP 93.61 93.61 93.61 93.47
S1 92.58 92.58 93.01 92.29
S2 92.00 92.00 92.86
S3 90.39 90.97 92.72
S4 88.78 89.36 92.27
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 105.62 103.53 96.05
R3 101.90 99.81 95.02
R2 98.18 98.18 94.68
R1 96.09 96.09 94.34 97.14
PP 94.46 94.46 94.46 94.98
S1 92.37 92.37 93.66 93.42
S2 90.74 90.74 93.32
S3 87.02 88.65 92.98
S4 83.30 84.93 91.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.55 93.03 3.52 3.8% 1.68 1.8% 4% False True 82,392
10 96.55 89.40 7.15 7.7% 2.06 2.2% 53% False False 94,494
20 96.55 89.40 7.15 7.7% 1.86 2.0% 53% False False 77,122
40 96.55 88.68 7.87 8.4% 1.72 1.8% 57% False False 50,311
60 96.55 82.22 14.33 15.4% 1.70 1.8% 76% False False 37,670
80 96.55 82.22 14.33 15.4% 1.61 1.7% 76% False False 30,136
100 96.55 79.39 17.16 18.4% 1.50 1.6% 80% False False 25,364
120 96.55 75.91 20.64 22.2% 1.37 1.5% 84% False False 21,790
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.48
2.618 98.85
1.618 97.24
1.000 96.25
0.618 95.63
HIGH 94.64
0.618 94.02
0.500 93.84
0.382 93.65
LOW 93.03
0.618 92.04
1.000 91.42
1.618 90.43
2.618 88.82
4.250 86.19
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 93.84 94.79
PP 93.61 94.25
S1 93.39 93.70

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These figures are updated between 7pm and 10pm EST after a trading day.

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